Entrance to university is marked by significant changes and challenges that can impact mental health and well-being. This study investigated the determinants of psychological distress, coping strategies used, and the availability of support systems among university students in a non-Western country through the lenses of self-determination theory. The thematic analysis of 16 in-depth interviews revealed several academic, socio-demographic, and situational factors crucial in facilitating or impeding university students' sense of self-determination and, consequently, their psychological distress. The study uncovered students' relative preference for avoidance coping mechanisms, the limited presence of perceived formal support systems in higher education institutions, and a clear reliance of students on informal sources of support to buffer the effects of distress. Moreover, it was evident that students perceived their higher education settings as leaning toward being controlling rather than autonomy-supportive. Implications for promoting well-being among university students are discussed.